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VLTCX vs. VLGSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VLTCX vs. VLGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX) and Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VLTCX achieves a 1.22% return, which is significantly higher than VLGSX's -0.22% return. Over the past 10 years, VLTCX has outperformed VLGSX with an annualized return of 2.42%, while VLGSX has yielded a comparatively lower -1.06% annualized return.


VLTCX

1D
0.10%
1M
1.99%
YTD
1.22%
6M
0.35%
1Y
8.16%
3Y*
4.67%
5Y*
-1.46%
10Y*
2.42%

VLGSX

1D
0.16%
1M
1.10%
YTD
-0.22%
6M
-1.36%
1Y
5.60%
3Y*
-0.48%
5Y*
-4.95%
10Y*
-1.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VLTCX vs. VLGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VLTCX
Vanguard Long-Term Corporate Bond Index Fund Admiral Shares
1.22%7.27%-1.47%11.05%-25.77%-1.16%13.68%23.19%-6.85%12.40%
VLGSX
Vanguard Long-Term Treasury Index Fund Admiral Shares
-0.22%5.42%-6.17%3.66%-29.48%-4.99%17.70%14.31%-1.62%8.65%

Correlation

The correlation between VLTCX and VLGSX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

0.94

The correlation between VLTCX and VLGSX has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

VLTCX vs. VLGSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VLTCX
VLTCX Risk / Return Rank: 1616
Overall Rank
VLTCX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VLTCX Sortino Ratio Rank: 1515
Sortino Ratio Rank
VLTCX Omega Ratio Rank: 1414
Omega Ratio Rank
VLTCX Calmar Ratio Rank: 1919
Calmar Ratio Rank
VLTCX Martin Ratio Rank: 1414
Martin Ratio Rank

VLGSX
VLGSX Risk / Return Rank: 77
Overall Rank
VLGSX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VLGSX Sortino Ratio Rank: 77
Sortino Ratio Rank
VLGSX Omega Ratio Rank: 77
Omega Ratio Rank
VLGSX Calmar Ratio Rank: 88
Calmar Ratio Rank
VLGSX Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VLTCX vs. VLGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX) and Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VLTCXVLGSXDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.19

1.11

+0.08

Calmar ratioReturn relative to maximum drawdown

1.60

0.79

+0.82

Martin ratioReturn relative to average drawdown

3.93

2.05

+1.88

VLTCX vs. VLGSX - Sharpe Ratio Comparison

The current VLTCX Sharpe Ratio is 1.11, which is higher than the VLGSX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of VLTCX and VLGSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VLTCXVLGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.62

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

-0.34

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

-0.08

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.17

+0.27

Drawdowns

VLTCX vs. VLGSX - Drawdown Comparison

The maximum VLTCX drawdown since its inception was -34.56%, smaller than the maximum VLGSX drawdown of -46.22%. Use the drawdown chart below to compare losses from any high point for VLTCX and VLGSX.


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Drawdown Indicators


VLTCXVLGSXDifference

Max Drawdown

Largest peak-to-trough decline

-34.56%

-46.22%

+11.66%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

-6.99%

+1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-12.87%

-17.67%

+4.80%

Max Drawdown (5Y)

Largest decline over 5 years

-34.56%

-41.02%

+6.46%

Max Drawdown (10Y)

Largest decline over 10 years

-34.56%

-46.22%

+11.66%

Current Drawdown

Current decline from peak

-13.80%

-36.45%

+22.65%

Average Drawdown

Average peak-to-trough decline

-8.04%

-15.12%

+7.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.68%

-0.53%

Volatility

VLTCX vs. VLGSX - Volatility Comparison

The current volatility for Vanguard Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX) is 2.46%, while Vanguard Long-Term Treasury Index Fund Admiral Shares (VLGSX) has a volatility of 2.64%. This indicates that VLTCX experiences smaller price fluctuations and is considered to be less risky than VLGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VLTCXVLGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.46%

2.64%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

5.52%

6.08%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

7.68%

8.94%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.87%

14.55%

-2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.60%

13.71%

-3.11%

VLTCX vs. VLGSX - Expense Ratio Comparison

Both VLTCX and VLGSX have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VLTCX vs. VLGSX - Dividend Comparison

VLTCX's dividend yield for the trailing twelve months is around 5.50%, more than VLGSX's 4.57% yield.


PositionTTM20252024202320222021202020192018201720162015
VLGSX
Vanguard Long-Term Treasury Index Fund Admiral Shares
4.57%4.41%4.65%3.30%2.80%1.85%2.13%2.45%2.72%2.55%2.46%2.80%
VLTCX
Vanguard Long-Term Corporate Bond Index Fund Admiral Shares
5.50%5.48%5.58%4.65%4.41%3.03%3.15%3.82%4.56%4.01%4.37%4.71%

Frequently Asked Questions


With a correlation of 0.94, VLTCX and VLGSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VLGSX has higher volatility (2.64%) compared to VLTCX (2.46%). In terms of maximum drawdown, VLTCX dropped -34.56% vs VLGSX's -46.22%.

VLTCX currently has the higher Sharpe Ratio (1.11 vs 0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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